文档介绍：ADAPTIVE FILTERING
Aigorithms and Practical
Im plementation
Second Edition
THE KLUWER INTERNATIONAL SERIES
IN ENGINEERING PUTER SCIENCE
ADAPTIVE FILTERING
Aigorithms and Practical
Im plementation
Second Edition
Paulo Sergio Ramirez DINIZ
Federal University of Rio de Janeiro
Rio de Janeiro, Brazil
...
Springer Science+Business" Media, LLC
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Library of Congress Cataloging-in-Publication Data
A . Catalogue record for this book is available
from the Library of Congress.
ADAPTIVE FILTERING: Algorithms and Practical Implementation Second Edition
Paulo S. R. Diniz
ISBN 978-1-4757-3639-7 ISBN 978-1-4757-3637-3 (eBook)
DO! -1-4757-3637-3
Copyright © 2002 by Springer Science+8usiness Media New York
Originally published by Kluwer Academic Publishers in 2002
Softcover reprint ofthe hardcover 2nd edition 2002
All rights reserved. No part of this work may be reproduced, stored in a
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Printed on acid-free paper.
CONTENTS
PREFACE xiii
1 INTRODUCTION TO ADAPTIVE
FILTERING 1
Introduction 1
Adaptive Signal Processing 3
Introduction to Adaptive Algorithms 5
Applications 8
2 FUNDAMENTALS OF ADAPTIVE
FILTERING 15
Introduction 15
Signal Representation 16
Deterministic Signals 16
Random Signals 17
Ergodicity 25
The Correlation Matrix 27
Wiener Filter 38
Linearly-Constrained W